Pages that link to "Item:Q659118"
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The following pages link to Approximate basket options valuation for a jump-diffusion model (Q659118):
Displaying 9 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- Contagion models a la carte: which one to choose? (Q5746772) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
